+43.4%
TDG vs LBRT
-27.1%
+70.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | +1.7% | +9.2% | -7.5% | +1.3% |
| 30D | +9.7% | -27.5% | +37.2% | +11.1% |
| 3M | -2.3% | -37.9% | +35.6% | -0.3% |
| 6M | +1.3% | -60.7% | +62.0% | +6.3% |
| YTD | -8.5% | -28.5% | +20.0% | -10.3% |
| 1Y | -8.1% | -13.2% | +5.1% | -12.0% |
| 3Y | +43.4% | -28.8% | +72.2% | +37.5% |
| All | +43.4% | -27.1% | +70.5% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling